Digamma function

The color representation of the digamma function, , in a rectangular region of the complex plane

In mathematics, the digamma function is defined as the logarithmic derivative of the gamma function:[1][2]

It is the first of the polygamma functions.

The digamma function is often denoted as ψ0(x), ψ(0)(x) or Ϝ (the uppercase form of the archaic Greek consonant digamma meaning double-gamma).

Relation to harmonic numbers

The gamma function obeys the equation

Taking the derivative with respect to z gives:

Dividing by Γ(z + 1) or the equivalent zΓ(z) gives:

or:

Since the harmonic numbers are defined as

the digamma function is related to it by:

where Hn is the nth harmonic number, and γ is the Euler–Mascheroni constant. For half-integer values, it may be expressed as

Harmonic Mean Value Inequality

Inspired by the harmonic mean value inequality for the classical gamma function, Horzt Alzer and Graham Jameson proved, among other things, a harmonic mean-value inequality for the digamma function:

for

Equality holds if and only if [3]

Integral representations

If the real part of x is positive then the digamma function has the following integral representation

This may be written as

which follows from Leonhard Euler's integral formula for the harmonic numbers.

Infinite product representation

The function is an entire function,[4] and it can be represented by the infinite product

Here is the kth zero of (see below), and is the Euler–Mascheroni constant.

Series formula

The digamma function can be computed in the complex plane outside negative integers (Abramowitz and Stegun 6.3.16),[1] using

or

This can be utilized to evaluate infinite sums of rational functions, i.e.,

where p(n) and q(n) are polynomials of n.

Performing partial fraction on un in the complex field, in the case when all roots of q(n) are simple roots,

For the series to converge,

otherwise the series will be greater than the harmonic series and thus diverge. Hence

and

With the series expansion of higher rank polygamma function a generalized formula can be given as

provided the series on the left converges.

Taylor series

The digamma has a rational zeta series, given by the Taylor series at z = 1. This is

which converges for |z| < 1. Here, ζ(n) is the Riemann zeta function. This series is easily derived from the corresponding Taylor's series for the Hurwitz zeta function.

Newton series

The Newton series for the digamma, sometimes referred to as Stern series,[5][6] reads

where (s
k
)
is the binomial coefficient. It may also be generalized to

where m = 2,3,4,...[6]

Series with Gregory's coefficients, Cauchy numbers and Bernoulli polynomials of the second kind

There exist various series for the digamma containing rational coefficients only for the rational arguments. In particular, the series with Gregory's coefficients Gn is

where (v)n is the rising factorial (v)n = v(v+1)(v+2) ... (v+n-1), Gn(k) are the Gregory coefficients of higher order with Gn(1) = Gn, Γ is the gamma function and ζ is the Hurwitz zeta function.[7][6] Similar series with the Cauchy numbers of the second kind Cn reads[7][6]

A series with the Bernoulli polynomials of the second kind has the following form[6]

where ψn(a) are the Bernoulli polynomials of the second kind defined by the generating equation

It may be generalized to

where the polynomials Nn,r(a) are given by the following generating equation

so that Nn,1(a) = ψn(a).[6] Similar expressions with the logarithm of the gamma function involve these formulas[6]

and

Reflection formula

The digamma function satisfies a reflection formula similar to that of the gamma function:

Recurrence formula and characterization

The digamma function satisfies the recurrence relation

Thus, it can be said to "telescope" 1 / x, for one has

where Δ is the forward difference operator. This satisfies the recurrence relation of a partial sum of the harmonic series, thus implying the formula

where γ is the Euler–Mascheroni constant.

More generally, one has

for . Another series expansion is:

,

where are the Bernoulli numbers. This series diverges for all z and is known as the Stirling series.

Actually, ψ is the only solution of the functional equation

that is monotonic on + and satisfies F(1) = −γ. This fact follows immediately from the uniqueness of the Γ function given its recurrence equation and convexity restriction. This implies the useful difference equation:

Some finite sums involving the digamma function

There are numerous finite summation formulas for the digamma function. Basic summation formulas, such as

are due to Gauss.[8][9] More complicated formulas, such as

are due to works of certain modern authors (see e.g. Appendix B in Blagouchine (2014)[10]).

Gauss's digamma theorem

For positive integers r and m (r < m), the digamma function may be expressed in terms of Euler's constant and a finite number of elementary functions

which holds, because of its recurrence equation, for all rational arguments.

Computation and approximation

According to the Euler–Maclaurin formula applied to[11]

the digamma function for x, a real number, can be approximated by

which is the beginning of the asymptotical expansion of ψ(x). The full asymptotic series of this expansions is

where Bk is the kth Bernoulli number and ζ is the Riemann zeta function. Although the infinite sum does not converge for any x, this expansion becomes more accurate for larger values of x and any finite partial sum cut off from the full series. To compute ψ(x) for small x, the recurrence relation

can be used to shift the value of x to a higher value. Beal[12] suggests using the above recurrence to shift x to a value greater than 6 and then applying the above expansion with terms above x14 cut off, which yields "more than enough precision" (at least 12 digits except near the zeroes).

As x goes to infinity, ψ(x) gets arbitrarily close to both ln(x − 1/2) and ln x. Going down from x + 1 to x, ψ decreases by 1 / x, ln(x − 1/2) decreases by ln (x + 1/2) / (x − 1/2), which is more than 1 / x, and ln x decreases by ln (1 + 1 / x), which is less than 1 / x. From this we see that for any positive x greater than 1/2,

or, for any positive x,

The exponential exp ψ(x) is approximately x − 1/2 for large x, but gets closer to x at small x, approaching 0 at x = 0.

For x < 1, we can calculate limits based on the fact that between 1 and 2, ψ(x) ∈ [−γ, 1 − γ], so

or

From the above asymptotic series for ψ, one can derive an asymptotic series for exp(−ψ(x)). The series matches the overall behaviour well, that is, it behaves asymptotically as it should for large arguments, and has a zero of unbounded multiplicity at the origin too.

This is similar to a Taylor expansion of exp(−ψ(1 / y)) at y = 0, but it does not converge.[13] (The function is not analytic at infinity.) A similar series exists for exp(ψ(x)) which starts with

If one calculates the asymptotic series for ψ(x+1/2) it turns out that there are no odd powers of x (there is no x−1 term). This leads to the following asymptotic expansion, which saves computing terms of even order.

Special values

The digamma function has values in closed form for rational numbers, as a result of Gauss's digamma theorem. Some are listed below:

Moreover, by the series representation, it can easily be deduced that at the imaginary unit,

Roots of the digamma function

The roots of the digamma function are the saddle points of the complex-valued gamma function. Thus they lie all on the real axis. The only one on the positive real axis is the unique minimum of the real-valued gamma function on + at x0 = 1.461632144968.... All others occur single between the poles on the negative axis:

Already in 1881, Charles Hermite observed[14] that

holds asymptotically. A better approximation of the location of the roots is given by

and using a further term it becomes still better

which both spring off the reflection formula via

and substituting ψ(xn) by its not convergent asymptotic expansion. The correct second term of this expansion is 1 / 2n, where the given one works good to approximate roots with small n.

Another improvement of Hermite's formula can be given:[4]

Regarding the zeros, the following infinite sum identities were recently proved by István Mező and Michael Hoffman[4]

In general, the function

can be determined and it is studied in detail by the cited authors.

The following results[4]

also hold true.

Here γ is the Euler–Mascheroni constant.

Regularization

The digamma function appears in the regularization of divergent integrals

this integral can be approximated by a divergent general Harmonic series, but the following value can be attached to the series

See also

  • Polygamma function
  • Trigamma function
  • Chebyshev expansions of the digamma function in Wimp, Jet (1961). "Polynomial approximations to integral transforms". Math. Comp. 15 (74): 174–178. doi:10.1090/S0025-5718-61-99221-3.

References

  1. 1 2 Abramowitz, M.; Stegun, I. A., eds. (1972). "6.3 psi (Digamma) Function.". Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables (10th ed.). New York: Dover. pp. 258–259.
  2. Weisstein, Eric W. "Digamma function". MathWorld.
  3. Alzer, Horst; Jameson, Graham (2017). "A harmonic mean inequality for the digamma function and related results" (PDF). Rendiconti del Seminario Matematico della Università di Padova. 70 (201): 203–209. doi:10.4171/RSMUP/137-10. ISSN 0041-8994. LCCN 50046633. OCLC 01761704.
  4. 1 2 3 4 Mező, István; Hoffman, Michael E. (2017). "Zeros of the digamma function and its Barnes G-function analogue". Integral Transforms and Special Functions. 28 (28): 846–858. doi:10.1080/10652469.2017.1376193.
  5. Nörlund, N. E. (1924). Vorlesungen über Differenzenrechnung. Berlin: Springer.
  6. 1 2 3 4 5 6 7 Blagouchine, Ia. V. (2018). "Three Notes on Ser's and Hasse's Representations for the Zeta-functions" (PDF). Integers (Electronic Journal of Combinatorial Number Theory). 18A: 1–45. arXiv:1606.02044. Bibcode:2016arXiv160602044B.
  7. 1 2 Blagouchine, Ia. V. (2016). "Two series expansions for the logarithm of the gamma function involving Stirling numbers and containing only rational coefficients for certain arguments related to π−1". Journal of Mathematical Analysis and Applications. 442: 404–434. arXiv:1408.3902. Bibcode:2014arXiv1408.3902B.
  8. R. Campbell. Les intégrales eulériennes et leurs applications, Dunod, Paris, 1966.
  9. H.M. Srivastava and J. Choi. Series Associated with the Zeta and Related Functions, Kluwer Academic Publishers, the Netherlands, 2001.
  10. Blagouchine, Iaroslav V. (2014). "A theorem for the closed-form evaluation of the first generalized Stieltjes constant at rational arguments and some related summations". Journal of Number Theory. 148: 537–592. arXiv:1401.3724. doi:10.1016/j.jnt.2014.08.009.
  11. Bernardo, José M. (1976). "Algorithm AS 103 psi(digamma function) computation" (PDF). Applied Statistics. 25: 315–317.
  12. Beal, Matthew J. (2003). Variational Algorithms for Approximate Bayesian Inference (PDF) (PhD thesis). The Gatsby Computational Neuroscience Unit, University College London. pp. 265–266.
  13. If it converged to a function f(y) then ln(f(y) / y) would have the same Maclaurin series as ln(1 / y) − φ(1 / y). But this does not converge because the series given earlier for φ(x) does not converge.
  14. Hermite, Charles (1881). "Sur l'intégrale Eulérienne de seconde espéce,". Journal für die reine und angewandte Mathematik (90): 332–338.
A047787 psi(1/3), A200064 psi(2/3), A020777 psi(1/4), A200134 psi(3/4), A200135 to A200138 psi(1/5) to psi(4/5).
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